Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52218.08 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48098.61 Kr¶

PnL: ---------------------------------------> -833.39 Kr¶

DD now: ---------------------------------> -1.699 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 10:24:36.727884'

Anic Portfolio¶

Today¶

Return: 0.275 %¶

This Week¶

Return: -0.187 %¶

Total portfolio value¶

Return including deposits: 70.949 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
Xvivo Perfusion 3 -0.170000 880.500000 35.500000 4.200000 845.000001
BHG Group 49 2.540000 673.750000 34.750000 5.440000 638.999984
Volati 5 5.760000 606.000000 32.000000 5.570000 574.000000
Biotage 4 1.220000 631.600000 28.600000 4.740000 603.000000
Embracer Group B 26 1.830000 686.920000 24.920000 3.760000 661.999988
Vitrolife 3 1.300000 701.400000 24.400000 3.600000 677.000001
Svolder B 35 0.320000 2199.750000 20.750000 0.950000 2179.000005
SynAct Pharma 9 1.090000 665.100000 20.100000 3.120000 645.000003
Addtech B 3 0.250000 717.000000 17.000000 2.430000 699.999999
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
NCC B 7 1.010000 663.250000 9.250000 1.410000 653.999997
Fortnox 10 -0.310000 674.300000 6.300000 0.940000 668.000000
Indutrade 5 -0.530000 1321.500000 1.500000 0.110000 1320.000000
Latour B 2 -0.350000 450.400000 1.400000 0.310000 449.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Addnode Group B 6 -1.340000 750.000000 -2.000000 -0.270000 751.999998
Humana 40 0.970000 668.800000 -5.200000 -0.770000 674.000000
Sampo Oyj SDB 1 -0.600000 495.500000 -9.500000 -1.880000 505.000000
Nolato B 12 -1.390000 638.400000 -9.600000 -1.480000 648.000000
Investor B 3 -0.320000 646.650000 -11.350000 -1.720000 657.999999
SCA A 4 -0.410000 585.600000 -13.400000 -2.240000 599.000000
Sdiptech B 3 -2.040000 807.600000 -14.400000 -1.750000 822.000000
BONESUPPORT HOLDING 10 -0.580000 1203.000000 -21.000000 -1.720000 1224.000000
Lime Technologies 2 -2.570000 568.000000 -25.000000 -4.220000 593.000000
Gaming Innovation Group 161 0.190000 4153.800000 -34.200000 -0.820000 4187.999942
Ambea 68 1.050000 2491.520000 -45.480000 -1.790000 2537.000032
Lundin Gold 7 -0.310000 914.200000 -59.800000 -6.140000 973.999999
Creades A 7 0.000000 548.800000 -62.200000 -10.180000 610.999998
Balco Group 39 -0.430000 1792.050000 -82.950000 -4.420000 1874.999997
Sedana Medical 135 2.610000 4241.700000 -89.300000 -2.060000 4330.999935
Investor A 16 -0.460000 3449.600000 -95.400000 -2.690000 3545.000000
New Wave B 40 0.020000 3760.800000 -155.200000 -3.960000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 1.440000 2612.200000 -354.800000 -11.960000 2966.999993
TOTAL 48069.090000 -862.910000 -1.75411% 48931.999868

Updated:¶

'2023-06-14 10:22:46.876132'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶